“That was absolutely the saddest moment of the show. Everyone’s reaction to her death on the phone call (especially Penelope’s) just broke me. I’ve seen this episode, like, seven times, and each time, I sob uncontrollably.”
—withlove_amber
Where to find the episode: Season 5, Episode 9, “100”
Source: https://www.buzzfeed.com/laurengarafano/saddest-criminal-minds-moments-ever